Trading Metrics calculated at close of trading on 07-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
4,500.00 |
4,469.50 |
-30.50 |
-0.7% |
4,418.00 |
High |
4,503.75 |
4,471.75 |
-32.00 |
-0.7% |
4,547.75 |
Low |
4,447.00 |
4,434.25 |
-12.75 |
-0.3% |
4,414.50 |
Close |
4,471.50 |
4,456.25 |
-15.25 |
-0.3% |
4,521.50 |
Range |
56.75 |
37.50 |
-19.25 |
-33.9% |
133.25 |
ATR |
50.75 |
49.81 |
-0.95 |
-1.9% |
0.00 |
Volume |
1,600,128 |
1,602,226 |
2,098 |
0.1% |
6,921,310 |
|
Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,566.50 |
4,549.00 |
4,477.00 |
|
R3 |
4,529.00 |
4,511.50 |
4,466.50 |
|
R2 |
4,491.50 |
4,491.50 |
4,463.00 |
|
R1 |
4,474.00 |
4,474.00 |
4,459.75 |
4,464.00 |
PP |
4,454.00 |
4,454.00 |
4,454.00 |
4,449.00 |
S1 |
4,436.50 |
4,436.50 |
4,452.75 |
4,426.50 |
S2 |
4,416.50 |
4,416.50 |
4,449.50 |
|
S3 |
4,379.00 |
4,399.00 |
4,446.00 |
|
S4 |
4,341.50 |
4,361.50 |
4,435.50 |
|
|
Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,894.25 |
4,841.25 |
4,594.75 |
|
R3 |
4,761.00 |
4,708.00 |
4,558.25 |
|
R2 |
4,627.75 |
4,627.75 |
4,546.00 |
|
R1 |
4,574.75 |
4,574.75 |
4,533.75 |
4,601.25 |
PP |
4,494.50 |
4,494.50 |
4,494.50 |
4,508.00 |
S1 |
4,441.50 |
4,441.50 |
4,509.25 |
4,468.00 |
S2 |
4,361.25 |
4,361.25 |
4,497.00 |
|
S3 |
4,228.00 |
4,308.25 |
4,484.75 |
|
S4 |
4,094.75 |
4,175.00 |
4,448.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,547.75 |
4,434.25 |
113.50 |
2.5% |
39.00 |
0.9% |
19% |
False |
True |
1,481,334 |
10 |
4,547.75 |
4,365.25 |
182.50 |
4.1% |
51.25 |
1.1% |
50% |
False |
False |
1,515,259 |
20 |
4,547.75 |
4,350.00 |
197.75 |
4.4% |
53.00 |
1.2% |
54% |
False |
False |
1,529,003 |
40 |
4,634.50 |
4,350.00 |
284.50 |
6.4% |
48.50 |
1.1% |
37% |
False |
False |
1,506,123 |
60 |
4,634.50 |
4,350.00 |
284.50 |
6.4% |
47.00 |
1.1% |
37% |
False |
False |
1,545,839 |
80 |
4,634.50 |
4,154.75 |
479.75 |
10.8% |
47.00 |
1.1% |
63% |
False |
False |
1,208,953 |
100 |
4,634.50 |
4,098.25 |
536.25 |
12.0% |
47.50 |
1.1% |
67% |
False |
False |
967,748 |
120 |
4,634.50 |
3,925.00 |
709.50 |
15.9% |
48.75 |
1.1% |
75% |
False |
False |
806,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,631.00 |
2.618 |
4,570.00 |
1.618 |
4,532.50 |
1.000 |
4,509.25 |
0.618 |
4,495.00 |
HIGH |
4,471.75 |
0.618 |
4,457.50 |
0.500 |
4,453.00 |
0.382 |
4,448.50 |
LOW |
4,434.25 |
0.618 |
4,411.00 |
1.000 |
4,396.75 |
1.618 |
4,373.50 |
2.618 |
4,336.00 |
4.250 |
4,275.00 |
|
|
Fisher Pivots for day following 07-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
4,455.25 |
4,482.75 |
PP |
4,454.00 |
4,474.00 |
S1 |
4,453.00 |
4,465.00 |
|